Número:
894
Publicado:
Jorge E. Galán Clasificación JEL:
C11, C23, C51, D24, G21, G32
Palabras clave:
Bank Efficiency, Bayesian Inference, heterogeneity, Random Parameters
Lo más reciente
Joaquín Bernal-Ramírez, Carlos Alberto Arango-Arango, Luis Eduardo Castellanos-Rodríguez
Hector Manuel Zárate-Solano, Norberto Rodríguez-Niño
We present a stochastic frontier model with random ineficiency parameters which is able to capture the influence of risk-taking on bank eficiency and that distingues those effects among banks with different characteristics. Cost and profit efficiency are